+164.3%
FSLY vs UMAC
+2.9%
+161.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.9% | +10.7% | +1.4% |
| 7D | -22.2% | -26.0% | +3.9% | -18.8% |
| 30D | -19.1% | -40.3% | +21.2% | -13.4% |
| 3M | -15.7% | -51.1% | +35.5% | -8.0% |
| 6M | -23.5% | -5.6% | -17.8% | -22.6% |
| YTD | +106.6% | +2.3% | +104.4% | +112.3% |
| 1Y | +164.3% | +7.9% | +156.4% | +168.8% |
| All | +164.3% | +2.9% | +161.3% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling